+293.0%
CDW vs ALLY
+189.4%
+103.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.3% |
| 7D | +2.1% | +0.9% | +1.2% | +1.9% |
| 30D | +14.7% | +3.1% | +11.7% | +13.7% |
| 3M | +11.1% | -12.6% | +23.7% | +17.0% |
| 6M | +45.6% | -12.4% | +58.0% | +52.5% |
| YTD | +17.1% | -13.2% | +30.2% | +22.2% |
| 1Y | +13.2% | +1.8% | +11.3% | +11.2% |
| 3Y | -22.2% | +58.0% | -80.2% | -37.3% |
| 5Y | -10.1% | -8.4% | -1.7% | -14.6% |
| All | +293.0% | +189.4% | +103.7% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling